+252.5%
BURL vs UTHR
+349.3%
-96.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | +5.9% | -2.1% | +8.0% | +6.3% |
| 30D | -8.3% | +7.2% | -15.5% | -9.5% |
| 3M | -31.6% | +11.1% | -42.8% | -33.2% |
| 6M | -16.6% | +4.2% | -20.8% | -17.5% |
| YTD | -12.1% | +20.8% | -32.9% | -16.0% |
| 1Y | -10.0% | +29.7% | -39.6% | -15.3% |
| 3Y | +94.3% | +164.1% | -69.9% | +51.0% |
| 5Y | -13.2% | +190.7% | -203.9% | -35.7% |
| 10Y | +252.5% | +355.4% | -102.9% | +111.8% |
| All | +252.5% | +349.3% | -96.8% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling